A hyperparameter search space defines which settings an optimization procedure may test and the allowed values or boundaries for each setting. It turns parameter tuning from ad hoc experimentation into a controlled search tied to evaluation metrics, cross-validation, and a search strategy. section 6.3 section 6.3.1
A useful search space specifies:
- The hyperparameters whose effects matter for the problem, together with discrete candidates, continuous ranges, or categorical alternatives. section 6.3 section 6.3.1
- Constraints or conditional adjustments when selected values require different parameters, as with XGBoost boosters and objectives. section 7.2.5
- A size appropriate to the available computation: exhaustive grids suit few discrete parameters, while broader spaces can use adaptive search. section 6.3.1 section 7.2.5
XGBoost regression space
An Optuna study can test booster and objective categories alongside ranges for estimator count, learning rate, subsampling, column sampling, and tree depth. It evaluates each suggested configuration by cross-validated mean absolute error over 60 trials, then reports the best settings. section 7.2.5

